Results 91 to 100 of about 2,349,483 (333)
Incorporating Realized Quarticity into a Realized Stochastic Volatility Model [PDF]
Asia-Pacific Financial Markets, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Didit Budi Nugroho, Takayuki Morimoto
openaire +1 more source
Advanced Functional Materials, EarlyView.An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone +11 more
wiley +1 more source
, 2020 We introduce Infinite Hidden Markov (IHM) models to forecasting realized volatilities of crude oil futures markets with exogenous factors. With these IHM models, we lift the restriction of a pre-defined number of regimes and allow for an unknown number ...
Jiawen Luo +4 more
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.Zinc(II) coordination complexes with tunable aryloxy‐imine ligands exhibit controllable supramolecular self‐assembly into hierarchical fibrous structures. Coordination‐driven stacking, not π–π interactions, enables gelation, dynamic assembly/disassembly, and enhanced nanomechanical properties.
Merlin R. Stühler +10 more
wiley +1 more source
Extended-horizon realized volatility forecasting using state space models
Systems and Soft ComputingVolatility forecasting is vital for financial risk management and decision-making, yet it remains challenging due to the heteroscedastic, nonlinear, and multi-scale nature of financial time series.
Koushik Bera, N. Selvaraju
doaj +1 more source
A note on investor happiness and the predictability of realized volatility of gold
, 2020 We apply the heterogeneous autoregressive realized volatility (HAR-RV) model to examine the importance of investor happiness in predicting the daily realized volatility of gold returns.
M. Bonato +3 more
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.The dielectric properties of clays are studied on the level of individual monolayers and functional double stacks. The material breakdown characteristics and charge storage performance are analyzed. For illustration, a defined charge pattern representing a cuneiform character is produced, written into a microscopic clay tile, referencing the origins of
Sebastian Gödrich +6 more
wiley +1 more source
Daily value-at-risk modeling and forecast evaluation: The realized volatility approach
Journal of Finance and Data Science, 2016 One of the main applications of conditional volatility modeling and forecasting of financial assets is the value-at-risk (VaR) estimation that is used by financial institutions for reporting the daily capital in risk.
Zhen Yao Wong +2 more
doaj +1 more source
Investor Happiness and Predictability of the Realized Volatility of Oil Price
, 2020 We use the the heterogeneous autoregressive realized volatility (HAR-RV) model to analyze both in sample and out-of-sample whether a measure of investor happiness predicts the daily realized volatility of oil-price returns, where we use high-frequency ...
M. Bonato +3 more
semanticscholar +1 more source
Fast‐Responding O2 Gas Sensor Based on Luminescent Europium Metal‐Organic Frameworks (MOF‐76)
Advanced Functional Materials, EarlyView.Luminescent MOF‐76 materials based on Eu(III) and mixed Eu(III)/Y(III) show rapid and reversible changes in emission intensity in response to O2 with very short response times. The effect is based on triplet quenching of the linker ligands that act as photosensitizers. Average emission lifetimes of a few milliseconds turn out to be mostly unaffected by
Zhenyu Zhao +5 more
wiley +1 more source